-13.4%
CTSH vs EME
+419.1%
-432.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.2% | -1.1% |
| 7D | -2.1% | +4.3% | -6.4% | -2.3% |
| 30D | +8.0% | -14.4% | +22.3% | +9.0% |
| 3M | +10.6% | -18.3% | +28.9% | +12.0% |
| 6M | +32.5% | -28.3% | +60.9% | +36.9% |
| YTD | -21.0% | +9.2% | -30.2% | -26.3% |
| 1Y | -9.9% | +4.3% | -14.2% | -15.1% |
| 3Y | +3.1% | +218.6% | -215.5% | -38.3% |
| 5Y | -13.4% | +421.0% | -434.5% | -61.0% |
| All | -13.4% | +419.1% | -432.6% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling